Value8 NV Expected Short fall
| VALUE Stock | | | EUR 6.70 0.10 1.52% |
Value8 NV expected short fall lookup summarizes this and related technical indicators for Value8 NV. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Value8 NV has a market cap of 64.35 M, operating margin of 90.14%, ROE of 15.19%. Use
World Market Map to explore allocation context. This includes a position in Value8 NV within the portfolio mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in discontinued.
Value8 NV has current Expected Short fall of
-1.68. Expected shortfall (or ES) is a risk measure that evaluates the market risk of an equity instrument. It is an alternative to value at risk that is more sensitive to the shape of the loss distribution in the tail of the distribution. The expected shortfall at a particular level is the expected return on the portfolio in the worst percent of the cases. Expected shortfall is also called conditional value at risk (CVaR), average value at risk (AVaR), and expected tail loss (ETL).
Expected Shortfall | = | Conditional VAR |
| = | -1.68 | |
Value8 NV Expected Short fall Peers Comparison
Value8 Expected Short fall Relative To Other Indicators
Value8 NV is rated
second in expected short fall among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors .
ES evaluates the value (or risk) of an investment in a conservative way, focusing on the less profitable outcomes. For high values of it ignores the most profitable but unlikely possibilities, for small values of it focuses on the worst losses. On the other hand, unlike the discounted maximum loss even for lower values of expected shortfall does not consider only the single most catastrophic outcome. Expected shortfall is a coherent, and moreover a spectral, measure of financial portfolio risk.
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